+1,735.9%
BE vs SHEL
+67.9%
+1,668.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.5% | +7.1% | +8.3% |
| 7D | +29.8% | +1.9% | +27.8% | +28.6% |
| 30D | +26.4% | +8.7% | +17.7% | +21.1% |
| 3M | +9.3% | +11.0% | -1.6% | +3.5% |
| 6M | +105.1% | +14.6% | +90.5% | +88.8% |
| YTD | +219.0% | +33.3% | +185.8% | +167.6% |
| 1Y | +418.8% | +37.9% | +380.9% | +325.2% |
| All | +1,735.9% | +67.9% | +1,668.0% | +1,145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling